+423.1%
DXCM vs RL
+397.7%
+25.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +0.5% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -3.6% | +7.3% | -11.0% | -5.5% |
| 3M | -4.3% | +1.0% | -5.4% | -4.8% |
| 6M | +33.8% | +11.8% | +22.0% | +28.7% |
| YTD | +22.1% | +13.6% | +8.5% | +16.5% |
| 1Y | +47.4% | +24.0% | +23.4% | +37.0% |
| 3Y | -12.3% | +256.6% | -268.8% | -40.8% |
| 5Y | -49.1% | +240.2% | -289.3% | -66.1% |
| 10Y | +423.1% | +373.0% | +50.2% | +223.1% |
| All | +423.1% | +397.7% | +25.5% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling